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HomeMutual FundShares with low volatility and momentum for NOV 2022

Shares with low volatility and momentum for NOV 2022


We publish a listing of shares with low volatility and momentum every month. We offer knowledge for BSE 500 and BSE 100 shares.  There at the moment are three totally different screener recordsdata accessible.

(1) Shares with low volatility and momentum from the BSE 100 massive cap universe can be found as a separate file

(2) Shares with low volatility and momentum from the BSE 500 universe can be found as a separate file

(3) Historic knowledge from March 2019 to Feb 2022 will probably be based mostly on the Nifty 100. From March 2022 onwards, will probably be based mostly on BSE 100. That is accessible as a separate file.

The frequent methodology of filtration: We filter for (1) constructive 1-year return, (2) constructive six-month return, (3) worth > 200-day transferring common, (4) 50% of every day constructive returns, and (5) lowest volatility.

What’s low-volatility investing? Low volatility investing refers to figuring out shares with low worth fluctuations and investing in them. Once more that is based mostly on previous proof: Low volatility inventory investing: Does it work? Larger returns at decrease danger?

What’s momentum investing? Investing in shares which have elevated significantly over the previous 6-12 months, hoping the development will proceed (for a brief interval). Related knowledge and hyperlinks for the Indian and US markets are mentioned right here: Momentum Inventory Investing in India: Does it work?

There’s a shut connection between momentum investing and low volatility. Most momentum stock-picking methods additionally embody a solution to filter out shares based mostly on volatility. They like shares which have moved up prior to now (= momentum) with low volatility. One other intently associated thought is to hunt for shares which have stayed near their all-time worth highs.

Warning: Whether or not you select shares with momentum or low volatility, you will need to acknowledge when to promote them. This type of development following requires severe ranges of self-discipline and dedication. It is best to have the ability to purchase a inventory with out query and promote it with out query in a brief interval if it now not has sufficient momentum and/or low volatility. In case you get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than essential, it won’t work. Please don’t blindly use this record to purchase and muddle your portfolio. This record will evolve in methodology with time. So be ready for this. Do your analysis about momentum and low-volatility investing!! Resolve which to present extra precedence to – low volatility or momentum. The usual previous efficiency just isn’t consultant of future efficiency disclaimer applies right here. No methodology will work on a regular basis!

Momentum Investing in India

You may watch this video model of the above-linked put up to get an introduction to momentum investing.

Low Volatility Investing in India

Suppose p1 is the day gone by’s closing worth, and p2 is at the moment’s closing worth. Each day return is outlined as (p2-p1)/p1. That is the proportion change in worth. Once we compute these every day returns’ normal deviation, we assume they fall on a bell curve. That is flawed. The following higher step can be to imagine that the log return outlined as log (p2) – log(p1) falls on a bell curve.

That is additionally not an correct approximation as market returns are fractal in nature. Nonetheless, this can be a nearer approximation. So, the usual deviation of log returns is used for creating low volatility indices. Nonetheless, there’s not a lot distinction for the current case; you could possibly use simply the peculiar normal deviation.

Why ought to returns fall on a bell curve? If they don’t, then the “common” and “normal deviation” don’t have any which means!!

How one can use this screener?

You should utilize it in a number of methods. Listed here are some options.

 

Please word: All 5 filters will probably be enabled whenever you open the file. You may reset them and use any filter that you simply like.

To display for low-volatility shares:

  1. Kind by an rising normal deviation
  2. Select shares with the bottom volatility.
  3. Optionally you’ll be able to take into account shares with worth momentum within the final six months, 12 months or longer.

To display for momentum shares:

  1. Take away shares with damaging six months AND 1Y returns.
  2. Take away shares with 50% or decrease constructive every day returns.
  3. Take away shares with a present worth decrease than the final 200-day common.
  4. Kind remaining shares by rising the usual deviation.
  5. Select shares with low volatility and excessive momentum (excessive 6-month or 1Y returns).

Notice: Frequent buying and selling could also be essential for each approaches. If the inventory doesn’t meet the above standards within the subsequent month’s screener, you’ll have to promote in full and substitute it with one other no matter tax.

Get the inventory lists!

Phrases and situations

  1. In order for you Nov 2022 knowledge for BSE 100 alone, the associated fee is Rs. 111.
  2. In order for you Nov 2022 knowledge for BSE 500 alone, the associated fee is Rs. 300.
  3. In order for you month-to-month historic knowledge for the Prime 100 shares: March 2019 to Nov 2022, the worth is  Rs. 500. This may enable you spot constantly low risky shares.
  4. This buy offers you entry to unique reductions on the 2 programs we run:  How one can get folks to pay on your abilities (aka earn from abilities) and the lectures on goal-based portfolio administration.
  5. Whereas we are going to do our greatest to publish up to date screener sheets every month, we can not assure the identical.
  6. The file doesn’t include any purchase or promote suggestions and solely has knowledge derived from worth data.
  7. Sufficient care and energy have been put in to weed out errors; nonetheless, I can not assure that the sheet is freed from error.
  8. The client must analysis utilizing the data within the spreadsheet and develop their technique. No suggestions or help are included within the sheet and won’t be supplied individually.
  9. We won’t present any additional assist or help in utilizing the sheet.
  10. We’re not accountable for your capital losses or features from utilizing this sheet.

[1] In order for you BSE 500 qualifying shares for November 2022: Click on right here to pay Rs. 300 and obtain the newest BSE 500 momentum low volatility screener. After buy, you’ll be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You may pay by way of this Paypal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.

[2] In order for you the Prime 100 historic knowledge of qualifying shares from March 2019 to November 2022: Click on right here to pay Rs. 500 and obtain the newest Prime 100 momentum low volatility screener with historic knowledge. After buy, you’ll be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You may pay by way of this Paypal hyperlink (9 USD). Ship a mail to freefincal at Gmail dot com for help.

[3] In order for you BSE 100 November 2022 qualifying shares alone: Click on right here to pay Rs. 111 and obtain the newest BSE 100 momentum low volatility screenerAfter buy, you’ll be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You may pay by way of this Paypal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.

You conform to the phrases within the necessary data part above by clicking. Don’t forget to obtain the sheet after you pay (you’re going to get an e mail with a obtain hyperlink after fee)!!

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